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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Bootstrap-Verfahren"
~subject:"Deutschland"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Handbuch"
~type_genre:"Working Paper"
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Bootstrap-Verfahren
Deutschland
Time series analysis
18
Zeitreihenanalyse
18
Estimation theory
14
Schätztheorie
14
Bootstrap approach
11
Regression analysis
10
Regressionsanalyse
10
Theorie
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10
Cointegration
9
Kointegration
9
Statistical test
7
Statistischer Test
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5
Scientific modelling
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Induktive Statistik
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Statistical inference
4
Multivariate Analyse
3
Multivariate analysis
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Robust statistics
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Robustes Verfahren
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Autocorrelation
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Autokorrelation
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Bootstrap
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Kleinste-Quadrate-Methode
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2
Least squares method
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Cavaliere, Giuseppe
9
Rahbek, Anders
9
Taylor, Robert
4
Bohn Nielsen, Heino
2
Sørensen, Jesper R.-V.
2
Boswijk, Herman Peter
1
Lu, Ye
1
Pedersen, Rasmus Søndergaard
1
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1
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Discussion papers / Department of Economics, University of Copenhagen
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Queen's Economics Department working paper
38
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
Discussion paper series / IZA
30
Discussion paper / Tinbergen Institute
28
Discussion paper / Center for Economic Research, Tilburg University
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
SFB 649 discussion paper
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
ZEW discussion papers
26
Cowles Foundation discussion paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Discussion paper / Centre for Economic Policy Research
23
Discussion papers of interdisciplinary research project 373
22
Discussion paper
21
Working paper
21
CREATES research paper
20
Cardiff economics working papers
19
Working paper series
18
Working papers / Rutgers University, Department of Economics
15
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
14
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
13
RatSWD working paper series
13
CESifo working papers
11
FFB-Diskussionspapier
11
FFB-Diskussionspapiere / Forschungsinstitut Freie Berufe, Universität Lüneburg
11
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11
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11
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11
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10
Ruhr economic papers
10
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10
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10
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10
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
9
IWH-Diskussionspapiere
9
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
9
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
3
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Sørensen, Jesper R.-V.
;
Četverikov, Denis N.
-
2021
Persistent link: https://www.econbiz.de/10012627495
Saved in:
4
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
-
2021
-
This version: March 2021
Persistent link: https://www.econbiz.de/10012627515
Saved in:
5
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
8
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2013
Persistent link: https://www.econbiz.de/10010206033
Saved in:
9
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
10
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
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